+590.1%
EWT vs BAX
+122.1%
+468.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.5% |
| 7D | +1.6% | -2.4% | +4.1% | +2.3% |
| 30D | +8.2% | -9.7% | +17.9% | +11.1% |
| 3M | +11.1% | +29.3% | -18.2% | +2.5% |
| 6M | +60.4% | +40.7% | +19.8% | +44.0% |
| YTD | +75.6% | +30.3% | +45.3% | +59.5% |
| 1Y | +91.3% | +3.4% | +87.9% | +84.4% |
| 3Y | +200.3% | -32.0% | +232.3% | +216.1% |
| 5Y | +156.4% | -66.9% | +223.2% | +230.5% |
| 10Y | +495.8% | -37.1% | +532.9% | +502.0% |
| All | +590.1% | +122.1% | +468.1% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling